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English: Annual volatility of BTC
Date
Source Own work
Author Ladislav Mecir

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Updated data up to 6 October 2021.

blockchain.com only provides data for 1 in 3 days. That is less than the 252 or 261 samples per year used on volatility calculation for the stock market. This is why I have used a different data source (bitcoinvisuals.com). Lack of precision of no more than one cent of a dollar on low prices around year 2010 accounts for a significant part of the lack of precision on the volatility at the left side of the chart. Thus volatility in early 2011 is not accurate.

I provide line chart of EWMA volatility, one price sample per day for 365 contiguous days, λ with value 0.94, divided by 261 days (as it is typical in stock market calculations).

Volatility formula on chart:

Newer versions of this file with a different license can be found here:

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16 October 2019

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32222527a11d578b0f0e975a7e18615a337100e7

57,939 byte

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567 pixel

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Date/TimeThumbnailDimensionsUserComment
current21:36, 9 January 2023Thumbnail for version as of 21:36, 9 January 2023567 × 319 (57 KB)FrankAndProustAdded data up to 4 January 2023
21:31, 8 October 2022Thumbnail for version as of 21:31, 8 October 2022567 × 319 (55 KB)FrankAndProustAdded data up to 6 October 2022
21:45, 17 June 2022Thumbnail for version as of 21:45, 17 June 2022567 × 319 (53 KB)FrankAndProustAdded data up to 15 June 2022
22:52, 8 February 2022Thumbnail for version as of 22:52, 8 February 2022567 × 319 (53 KB)FrankAndProustUpdated data up to 6 February 2022
17:35, 8 October 2021Thumbnail for version as of 17:35, 8 October 2021567 × 319 (52 KB)FrankAndProustUpdated data up to 6 October 2021. blockchain.com only provides data for 1 in 3 days. That is less than the 252 or 261 samples per year used on volatility calculation for the stock market. This is why I have used a different data source. Lack of precision of no more than one cent of a dollar on low prices around year 2010 accounts for a significant part of the lack of precision on the volatility at the left side of the chart. Thus volatility in early 2011 is not accurate. I provide line char...
12:43, 23 January 2020Thumbnail for version as of 12:43, 23 January 2020567 × 319 (38 KB)Ladislav MecirAdd data up to 15 January 2020
11:22, 1 November 2019Thumbnail for version as of 11:22, 1 November 2019567 × 319 (24 KB)Ladislav MecirAdd vertical grid, adjust maximum of the horizontal axis, add data up to 31 October 2019.
15:58, 16 October 2019Thumbnail for version as of 15:58, 16 October 2019567 × 319 (24 KB)Ladislav MecirUser created page with UploadWizard

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